+144.5%
KTOS vs KEEL
+294.5%
-150.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.0% |
| 7D | -2.4% | +2.9% | -5.2% | -2.7% |
| 30D | -26.8% | +0.8% | -27.7% | -27.2% |
| 3M | -20.6% | -35.3% | +14.8% | -18.3% |
| 6M | -47.5% | +59.4% | -106.9% | -50.7% |
| YTD | -38.5% | +51.9% | -90.4% | -42.1% |
| 1Y | -31.0% | +75.0% | -106.0% | -36.7% |
| 3Y | +216.5% | +224.5% | -8.0% | +162.9% |
| 5Y | +105.7% | -35.9% | +141.6% | +76.5% |
| All | +144.5% | +294.5% | -150.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling